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Persistent link: https://www.econbiz.de/10010355987

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The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study

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Declining Discount Rates : economic justifications and implications for long-run policy

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Regime-switching models for exchange rates

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Persistent link: https://www.econbiz.de/10010363353

The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study

Caporale, Guglielmo Maria; Ntantamis, Christos; … - 2004

In this study, we examine the Brock, Dechert and Scheinkman (BDS) test when applied to the standardised residuals of an estimated GARCH(1,1) model as a test for the adequacy of this specification. We review the conditions derived by De Lima (1996, Econometric Reviews, 15, 237-259) for the...

Persistent link: https://www.econbiz.de/10009728983

Declining discount rates : economic justifications and implications for long-run policy

Gollier, Christian (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003749464